Uses of Class
net.finmath.modelling.descriptor.SingleAssetEuropeanOptionProductDescriptor

Packages that use SingleAssetEuropeanOptionProductDescriptor

Package	Description
net.finmath.fouriermethod.products.smile	Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.

Uses of SingleAssetEuropeanOptionProductDescriptor in net.finmath.fouriermethod.products.smile

Methods in net.finmath.fouriermethod.products.smile that return SingleAssetEuropeanOptionProductDescriptor

Modifier and Type	Method and Description
SingleAssetEuropeanOptionProductDescriptor	EuropeanOptionSmile.getDescriptor(LocalDate referenceDate, int index) Return a product descriptor for a specific strike.

Methods in net.finmath.fouriermethod.products.smile that return types with arguments of type SingleAssetEuropeanOptionProductDescriptor

Modifier and Type	Method and Description
Map<Double,SingleAssetEuropeanOptionProductDescriptor>	EuropeanOptionSmile.getDescriptors(LocalDate referenceDate) Return a collection of product descriptors for each option in the smile.

Uses of SingleAssetEuropeanOptionProductDescriptor in net.finmath.modelling.productfactory

Methods in net.finmath.modelling.productfactory that return SingleAssetEuropeanOptionProductDescriptor

Modifier and Type	Method and Description
SingleAssetEuropeanOptionProductDescriptor	SingleAssetMonteCarloProductFactory.EuropeanOptionMonteCarlo.getDescriptor()
SingleAssetEuropeanOptionProductDescriptor	SingleAssetFourierProductFactory.EuropeanOptionFourierMethod.getDescriptor()

Constructors in net.finmath.modelling.productfactory with parameters of type SingleAssetEuropeanOptionProductDescriptor

Constructor and Description
EuropeanOptionFourierMethod(SingleAssetEuropeanOptionProductDescriptor descriptor, LocalDate referenceDate) Create the product from a descriptor.
EuropeanOptionMonteCarlo(SingleAssetEuropeanOptionProductDescriptor descriptor, LocalDate referenceDate) Construct a product representing an European option on an asset S (where S the asset with index 0 from the model - single asset case).